Access Statistics for Charles-Albert LEHALLE

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Corporate Liquidity, Dividend Policy and Default Risk: Optimal Financial Policy and Agency Costs 0 0 0 0 0 1 5 5
Dealing with the Inventory Risk. A solution to the market making problem 0 2 7 84 4 17 73 304
Efficiency of the Price Formation Process in Presence of High Frequency Participants: a Mean Field Game analysis 0 4 16 69 0 10 36 127
General Intensity Shapes in Optimal Liquidation 0 1 1 26 1 4 8 82
How to predict the consequences of a tick value change? Evidence from the Tokyo Stock Exchange pilot program 1 1 19 20 1 2 9 10
Market Microstructure Knowledge Needed for Controlling an Intra-Day Trading Process 0 1 2 45 0 5 12 96
Market impacts and the life cycle of investors orders 0 0 3 4 1 3 8 11
Market microstructure: confronting many viewpoints 0 0 0 0 1 2 10 10
OPTIMIZATION AND STATISTICAL METHODS FOR HIGH FREQUENCY FINANCE * 0 2 3 3 2 6 10 10
Optimal Portfolio Liquidation with Limit Orders 0 0 2 67 1 6 17 174
Optimal algorithmic trading and market microstructure 1 9 22 197 6 21 59 313
Optimal posting price of limit orders: learning by trading 0 0 3 51 1 3 9 148
Optimal split of orders across liquidity pools: a stochastic algorithm approach 0 0 0 84 0 1 3 157
Optimal split of orders across liquidity pools: a stochastic algorithm approach 0 0 1 34 0 1 5 62
Optimal starting times, stopping times and risk measures for algorithmic trading 0 0 3 58 2 8 21 138
Optimal starting times, stopping times and risk measures for algorithmic trading: Target Close and Implementation Shortfall 0 0 4 54 0 1 12 83
Optimal trading algorithms and selfsimilar processes: a p-variation approach 0 1 3 52 0 2 10 124
Realtime market microstructure analysis: online Transaction Cost Analysis 1 1 2 34 2 2 7 59
Simulating and analyzing order book data: The queue-reactive model 0 0 7 26 1 3 12 42
Total Working Papers 3 22 98 908 23 98 326 1,955


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
CORPORATE LIQUIDITY, DIVIDEND POLICY AND DEFAULT RISK: OPTIMAL FINANCIAL POLICY AND AGENCY COSTS 0 0 1 81 0 2 24 276
GENERAL INTENSITY SHAPES IN OPTIMAL LIQUIDATION 0 0 0 0 2 5 12 12
Real-time market microstructure analysis: online transaction cost analysis 0 0 2 5 1 2 10 30
Simulating and Analyzing Order Book Data: The Queue-Reactive Model 0 0 0 0 0 1 1 1
Total Journal Articles 0 0 3 86 3 10 47 319


Statistics updated 2016-08-02